Works matching DE "PORTFOLIO performance"

Results: 1213

Deciphering the Causal Drivers of Bond Indexes: A Double Machine Learning Approach.

Published in:

Journal of Financial Data Science, 2025, v. 7, n. 2, p. 106, doi. 10.3905/jfds.2025.1.187

By:

Sadeghi, Agathe;
Simonian, Joseph

Publication type:

Article

STUDY ON PORTFOLIO MODEL UNDER BACKGROUND RISK AND FRACTAL MARKET.

Published in:

Fractals, 2021, v. 29, n. 8, p. 1, doi. 10.1142/S0218348X21502625

By:

LI, HESEN;
GU, JINGCHENG;
CHUN, ZHENGJIE;
LUO, LAN;
WU, XU

Publication type:

Article

Effect of ESG Scores on Portfolio Performance: Evidence from Developing (E-7) Countries.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2025, n. 123, p. 35, doi. 10.33203/mfy.1596994

By:

ŞİMŞEK, Oğuz;
ÇANKAYA, Serkan

Publication type:

Article

A System of Management Principles to Improve the Performance of Innovative Project Portfolios1.

Published in:

Project Management Journal, 2025, v. 56, n. 3, p. 411

By:

Gemünden, Hans Georg;
Kock, Alexander

Publication type:

Article

Mean-variance asset-liability management: From surplus optimization to liability-driven investment.

Published in:

Journal of Industrial & Management Optimization, 2025, v. 21, n. 5, p. 1, doi. 10.3934/jimo.2024180

By:

Li, Xiufang;
Feng, Zeyu;
Chen, Xiaowei

Publication type:

Article

Promoters as social controls to facilitate knowledge sharing, conflict management and innovation project portfolio performance.

Published in:

Creativity & Innovation Management, 2025, v. 34, n. 2, p. 333, doi. 10.1111/caim.12636

By:

Globocnik, Dietfried;
Faullant, Rita

Publication type:

Article

THE PROFITABILITY OF MOMENTUM TRADING STRATEGIES IN THE IRISH EQUITY MARKET.

Published in:

Irish Accounting Review, 2010, v. 17, n. 1, p. 55, doi. 10.52399/001c.27004

By:

O'Sullivan, Fionnghuala;
O'Sullivan, Niall

Publication type:

Article

Robust portfolio selection for sparse index tracking under no short-selling and full investment constraints.

Published in:

International Journal of Wavelets, Multiresolution & Information Processing, 2024, v. 22, n. 3, p. 1, doi. 10.1142/S0219691323500558

By:

Li, Ning;
Zhu, Guanghui

Publication type:

Article

Best-Case Scenario Robust Portfolio: Evidence from China Stock Market.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 2, p. 297, doi. 10.1007/s10690-022-09375-7

By:

An, Kaiqiang;
Zhao, Guiyu;
Li, Jinjun;
Tian, Jingsong;
Wang, Lihua;
Xian, Liang;
Chen, Chen

Publication type:

Article

Does Marginal VaR Lead to Improved Performance of Managed Portfolios: A Study of S&P BSE 100 and S&P BSE 200.

Published in:

Asia-Pacific Financial Markets, 2020, v. 27, n. 2, p. 291, doi. 10.1007/s10690-019-09294-0

By:

Jain, Shrey;
Chakrabarty, Siddhartha P.

Publication type:

Article

Portfolio Optimization with Artificial Hummingbird Algorithm for Cement Industry.

Published in:

Istanbul Business Research, 2024, v. 53, n. 3, p. 351, doi. 10.26650/ibr.2024.53.1250778

By:

Çimen, Murat Erhan

Publication type:

Article

Optimal Portfolio Allocation with Elliptical and Mixed Copulas.

Published in:

Istanbul Business Research, 2023, v. 52, n. 3, p. 461, doi. 10.26650/ibr.2023.52.1038219

By:

Özgür, Cemile;
Sarıkovanlık, Vedat

Publication type:

Article

應用卷積神經網路辨識股票 K 線影像改善投資組合策略之研究.

Published in:

Journal of Management & Systems, 2023, v. 30, n. 2, p. 229, doi. 10.29416/JMS.202304_30(2).0004

By:

王明昌;
丁裕家;
陳詩婷

Publication type:

Article

Optimizing Cryptocurrency Portfolios: A Comparative Study of Rebalancing Strategies.

Published in:

Journal of Finance & Banking Review (JFBR), 2024, v. 8, n. 4, p. 1, doi. 10.35609/jfbr.2024.8.4(1)

By:

Sornmayura, Sutta;
Sakolvieng, Nichanan;
Numgaroonaroonroj, Kaimook

Publication type:

Article

Portfolio Size Revisited.

Published in:

Journal of Wealth Management, 2013, v. 15, n. 4, p. 49, doi. 10.3905/jwm.2013.15.4.049

By:

CHONG, JAMES;
PHILLIPS, G. MICHAEL

Publication type:

Article

Learn More About the Equal Sector Strategy of Select Sector SPDRs.

Published in:

Journal of Wealth Management, 2013, v. 15, n. 4, p. 41, doi. 10.3905/jwm.2013.15.4.041

By:

CONCONI, ALEXANDER;
DEMIDOW, MONICA;
KLEIN, PETER;
NIU, JIJUN

Publication type:

Article

Gold: Inflation Hedge and Long-Term Strategic Asset.

Published in:

Journal of Wealth Management, 2010, v. 13, n. 2, p. 69, doi. 10.3905/jwm.2010.13.2.069

By:

DEMPSTER, NATALIE;
ARTIGAS, JUAN CARLOS

Publication type:

Article

Performance Measurement of Hedge Funds Portfolios in a Downside Risk Framework.

Published in:

Journal of Wealth Management, 2009, v. 12, n. 2, p. 101, doi. 10.3905/JWM.2009.12.2.101

By:

MAMOGHLI, CHOKRI;
DABOUSSI, SAMI

Publication type:

Article

Tax-Aware Investment Management Practice.

Published in:

Journal of Wealth Management, 2009, v. 12, n. 2, p. 71, doi. 10.3905/JWM.2009.12.2.071

By:

HORAN, STEPHEN M.;
ADLER, DAVID

Publication type:

Article

After-Tax Performance Measurement.

Published in:

Journal of Wealth Management, 2008, v. 11, n. 1, p. 69, doi. 10.3905/jwm.2008.706274

By:

Horan, Stephen M.;
Lawton, Philip N.;
Johnson, Robert R.

Publication type:

Article

Testing the Hypothesis "Hedge Fund Performance Is Good"

Published in:

Journal of Wealth Management, 2005, v. 7, n. 4, p. 78, doi. 10.3905/jwm.2005.470618

By:

Surz, Ronald J.

Publication type:

Article

On shrinkage covariance estimators: how inefficient is 1/N strategy of covariance estimation for portfolio selection in foreign exchange market?

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2431542

By:

Husnain, Muhammad;
Ali, Shamrez;
Munir, Qaiser;
Jreisat, Ammar

Publication type:

Article

Risk spillovers among crude oil, gold, and China equity sub-sectors.

Published in:

Cogent Economics & Finance, 2024, v. 12, n. 1, p. 1, doi. 10.1080/23322039.2024.2431536

By:

Zou, Zong-feng;
Zhang, Chao;
Sun, Xi-yun

Publication type:

Article

Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach.

Published in:

Cogent Economics & Finance, 2023, v. 11, n. 2, p. 1, doi. 10.1080/23322039.2023.2286755

By:

Dooba, Kinda;
Mouselli, Sulaiman

Publication type:

Article

Modelling the downside risk potential of mutual fund returns.

Published in:

Cogent Economics & Finance, 2022, v. 10, n. 1, p. 1, doi. 10.1080/23322039.2021.2015084

By:

Kumaran, Sunitha

Publication type:

Article

Spectral analysis and the death of value investing.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1988380

By:

Bezuidenhout, John-Morgan;
van Vuuren, Gary

Publication type:

Article

The expected sharpe ratio of efficient portfolios under estimation errors.

Published in:

Cogent Economics & Finance, 2021, v. 9, n. 1, p. 1, doi. 10.1080/23322039.2021.1943910

By:

Benjlijel, Bacem;
Mansali, Hatem

Publication type:

Article

Exploring the drivers of tracking error constrained portfolio performance.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1684181

By:

Gunning, Wade;
van Vuuren, Gary;
McMillan, David

Publication type:

Article

Risk and returns of different foreign ownership portfolios: Evidence from Vietnam stock market.

Published in:

Cogent Economics & Finance, 2019, v. 7, n. 1, p. 1, doi. 10.1080/23322039.2019.1589412

By:

Nguyen, Anh Phong;
Nguyen, Hoang Anh;
Ho, Thi Hong Minh;
Ngo, Phu Thanh;
McMillan, David

Publication type:

Article

Sustainable and responsible investment dynamic cross-asset portfolio.

Published in:

Cogent Business & Management, 2023, v. 10, n. 1, p. 1, doi. 10.1080/23311975.2023.2174478

By:

Robiyanto, Robiyanto;
Huruta, Andrian Dolfriandra;
Frensidy, Budi;
Yuliana, Ashalia Fitri

Publication type:

Article

Credit allocation, risk management and loan portfolio performance of MFIs—A case of Ugandan firms.

Published in:

Cogent Business & Management, 2017, v. 4, n. 1, p. 1, doi. 10.1080/23311975.2017.1374921

By:

Ssekiziyivu, Bob;
Mwesigwa, Rogers;
Joseph, Mayengo;
Nkote Nabeta, Isaac;
Oyemomi, Oluwafemi

Publication type:

Article

The Classification of Sharia Assets and Performance of Financial Portfolio.

Published in:

Turkish Journal of Islamic Economics, 2021, v. 8, n. 2, p. 517, doi. 10.26414/A179

By:

Ahmed Bhutto, Sarfaraz;
Shaikh, Saifullah;
Amar, Hussain;
Abbas Mangi, Qamar

Publication type:

Article

Regularized Maximum Diversification Investment Strategy †.

Published in:

Econometrics (2225-1146), 2021, v. 9, n. 1, p. 1, doi. 10.3390/econometrics9010001

By:

Koné, N'Golo

Publication type:

Article

The Investment Puzzle: Unveiling Behavioral Finance, Risk Perception, and Financial Literacy.

Published in:

Economics: Innovative & Economic Research Journal / Casopis za Ekonomsku Teoriju i Analizu, 2025, v. 13, n. 1, p. 131, doi. 10.2478/eoik-2025-0003

By:

Almansour, Bashar Yaser;
Almansour, Ammar Yaser;
Elkrghli, Sabri;
Shojaei, Seyed Amirhossein

Publication type:

Article

Moderating Effect of Tactical Asset Allocation on the Risk-Return Relationship in the Nigerian Stock Market.

Published in:

Accounting & Finance / Oblìk ì Fìnansi, 2023, v. 100, n. 2, p. 83, doi. 10.33146/2307-9878-2023-2(100)-83-91

By:

Oyedeko, Yusuf Olatunji;
Kolawole, Olusola Segun;
Samson, Regina;
Voloshyna, Olena

Publication type:

Article

"DEFINITELY NOT"

Published in:

Financial Executive, 1994, v. 10, n. 1, p. 26

By:

BELQUIST, JAMES R.

Publication type:

Article

Combining low-volatility and mean-reversion anomalies: Better together?

Published in:

Algorithmic Finance, 2023, v. 10, n. 3/4, p. 70, doi. 10.3233/AF-220441

By:

Pätäri, Eero;
Ahmed, Sheraz;
Lankinen, Tuomas;
Yeomans, Julian Scott

Publication type:

Article

The cumulative prospect theory and fund flows in emerging markets.

Published in:

Investment Analysts Journal, 2024, v. 53, n. 4, p. 335, doi. 10.1080/10293523.2024.2312707

By:

Pandey, Amit;
Sharma, Anil Kumar

Publication type:

Article

Is a sentiment-based trading strategy profitable?

Published in:

Investment Analysts Journal, 2022, v. 51, n. 2, p. 94, doi. 10.1080/10293523.2022.2076373

By:

Kim, Karam;
Ryu, Doojin;
Yu, Jinyoung

Publication type:

Article

Multi-asset allocation of exchange traded funds: Application of Black–Litterman model.

Published in:

Investment Analysts Journal, 2021, v. 50, n. 4, p. 273, doi. 10.1080/10293523.2021.2010387

By:

Tang, Mei-Ling;
Wu, Feng-Yu;
Hung, Ming-Chin

Publication type:

Article

Does the choice of fund performance measure matter?

Published in:

Investment Analysts Journal, 2020, v. 49, n. 1, p. 53, doi. 10.1080/10293523.2020.1723865

By:

Adcock, Christopher;
Areal, Nelson;
Cortez, Maria Céu;
Oliveira, Benilde;
Silva, Florinda

Publication type:

Article

The inflation-hedging ability of individual shares: Evidence from the Johannesburg Stock Exchange (JSE).

Published in:

Investment Analysts Journal, 2019, v. 48, n. 1, p. 58, doi. 10.1080/10293523.2018.1525210

By:

van Rooyen, Johannes Hendrik;
Jones, Daniel Lee

Publication type:

Article

The performance of bank portfolio optimization.

Published in:

International Transactions in Operational Research, 2024, v. 31, n. 3, p. 1458, doi. 10.1111/itor.13395

By:

Coelho, Catarina;
Santos, José Luis;
Júdice, Pedro

Publication type:

Article

Portfolio selection: should investors include crypto‐assets? A multiobjective approach.

Published in:

International Transactions in Operational Research, 2023, v. 30, n. 5, p. 2620, doi. 10.1111/itor.13203

By:

Youssef, Meriem;
Naoua, Bouthaina Ben;
Abdelaziz, Fouad Ben;
Chibane, Messaoud

Publication type:

Article

A bi‐level programming framework for identifying optimal parameters in portfolio selection.

Published in:

International Transactions in Operational Research, 2022, v. 29, n. 1, p. 87, doi. 10.1111/itor.12856

By:

Jing, Kui;
Xu, Fengmin;
Li, Xuepeng

Publication type:

Article

Portfolio management with higher moments: the cardinality impact.

Published in:

International Transactions in Operational Research, 2019, v. 26, n. 6, p. 2531, doi. 10.1111/itor.12404

By:

Brito, Rui Pedro;
Sebastião, Hélder;
Godinho, Pedro

Publication type:

Article

A new efficiently encoded multiobjective algorithm for the solution of the cardinality constrained portfolio optimization problem.

Published in:

Annals of Operations Research, 2018, v. 267, n. 1/2, p. 281, doi. 10.1007/s10479-016-2377-z

By:

Liagkouras, K.;
Metaxiotis, K.

Publication type:

Article

Portfolio selection with probabilistic utility.

Published in:

Annals of Operations Research, 2007, v. 151, n. 1, p. 223, doi. 10.1007/s10479-006-0117-5

By:

Marschinski, Robert;
Rossi, Pietro;
Tavoni, Massimo;
Cocco, Flavio

Publication type:

Article

Risk-Adjusted Returns of Ethical Companies.

Published in:

Journal of Accounting & Finance (2158-3625), 2024, v. 24, n. 5, p. 90, doi. 10.33423/jaf.v24i5.7439

By:

Gullett, Nell;
Haddad, Mahmoud;
Hatch, Laura

Publication type:

Article

Portfolio Performance: A Scenario Analysis of Portfolio Optimization & Alpha Investigation.

Published in:

Journal of Applied Financial Research, 2012, v. 2, p. 9

By:

Mulugetta, Abraham;
Hart, Rachel

Publication type:

Article